public ContinuousPartialFloatingLookbackOption(double minmax, double lambda,
Date lookbackPeriodEnd, TypePayoff payoff, Exercise exercise)
: base(minmax, payoff, exercise)
{
lambda_ = lambda;
lookbackPeriodEnd_ = lookbackPeriodEnd;
}
public ContinuousFloatingLookbackOption(double minmax, TypePayoff payoff, Exercise exercise)
: base(payoff, exercise)
{
minmax_ = minmax;
}
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(TypePayoff obj)
{
return((obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr);
}
